Trouble with rendering hair
Just a wild guess here, but it might to do with your settings under the hair particles.  If you are using Child Hairs (Children) there is a setting for "Display" and "Render" - if you have render set to zero, you won't get any hair rendering.  

Another possibility is that you have shut off the rendering of the hair by clicking on the "camera" icon beside the name of the particle system in the particle list at the top of the particle property tab - it should NOT be greyed out.

A third possibility is that you have inadvertently turned off hair rendering in the Render tab by un-checking "Use Hair" (under Geometry).